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Quantitative Analyst Job: Ernst and Young
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Quantitative Analyst Job: Ernst and Young

Ernst and Young is a global leader in assurance, tax, transaction and advisory services. The insights and quality services we deliver help build trust and confidence in the capital markets and in economies the world over. 

Role Description
The successful candidate will handle to handle IFRS 9 implementation projects for a bank in the following areas:

  • Validate the risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management under Basel
  • Make adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) to ensure compliance with IFRS 9 requirements
  • Provide quantitative and technical support required in building IFRS 9 compliant impairment models and calculators for clients
  • Identify adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) and ensure they comply with IFRS 9 requirements

Qualifications                        

  • Sc. (2.1)/MBA in Mathematics or Actuarial Science

Relevant working experience

  • 2 -3 years credit risk modeling experience covering risk parameters such as PD, LGD, EAD/CCF etc. in an Advanced IRB environment
  • Basel II/III capital requirement calculations under Advanced IRB approach
  • Banking/Insurance
  • IFRS 9 and IAS 39 knowledge/experience will be an added advantage.
  • Modeling savvy:
    • Using mathematical sense to model under different scenarios
    • Model validation etc.
To apply click here

Testimonial

  • I am so glad I didn't miss out of this opportunity to learn at KEC - (Business Accounting) Eyide Onyeka

  • The training on ERM was very beneficial to me. Before now the concept of risk analysis was vague to me. To this I say thank you KEC!- Mrs Victoria Folorunsho

  • All I can say is that KEC is an outstanding institution- (Risk Management) Umeobi Chidalu

  • The training was very interesting and impactful and refreshed my memory to lot of things I have forgotten (Business Accounting) Ochala Margareth

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